-12.4%
IP vs ESTC
-48.9%
+36.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.7% |
| 7D | -5.1% | -11.5% | +6.5% | -4.1% |
| 30D | +8.5% | -7.5% | +16.1% | +9.1% |
| 3M | -13.8% | +23.1% | -36.9% | -15.7% |
| 6M | +5.7% | +75.3% | -69.5% | 0.0% |
| YTD | -9.1% | +14.1% | -23.2% | -11.1% |
| 1Y | -0.8% | -0.6% | -0.2% | -1.9% |
| 3Y | +14.8% | +20.8% | -6.0% | +8.0% |
| All | -12.4% | -48.9% | +36.6% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling